#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Instrument.h>
#pragma unmanaged 
#include <ql\experimental\credit\riskyassetswap.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Credit {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IRiskyAssetSwap
	public ref class CRiskyAssetSwap : 
            public CInstrument,
            public Cephei::QL::Experimental::Credit::IRiskyAssetSwap
	{
	protected: 
		boost::shared_ptr<QuantLib::RiskyAssetSwap>* _ppRiskyAssetSwap;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::RiskyAssetSwap>* _phRiskyAssetSwap;
#endif
		Object^ _RiskyAssetSwapOwner;     // reference to object that manages the storage for this object
	internal:
		CRiskyAssetSwap (Boolean fixedPayer, Double nominal, Cephei::QL::Times::ISchedule^ fixedSchedule, Cephei::QL::Times::ISchedule^ floatSchedule, Cephei::QL::Times::IDayCounter^ fixedDayCounter, Cephei::QL::Times::IDayCounter^ floatDayCounter, Double spread, Double recoveryRate_, Cephei::QL::Termstructures::IYieldTermStructure^ yieldTS, Cephei::QL::Termstructures::IDefaultProbabilityTermStructure^ defaultTS, Microsoft::FSharp::Core::FSharpOption<Double>^ coupon, Cephei::QL::IPricingEngine^ QL_Pricer);
        CRiskyAssetSwap (boost::shared_ptr<QuantLib::RiskyAssetSwap>& childNative, Object^ owner);
        CRiskyAssetSwap (QuantLib::RiskyAssetSwap& childNative, Object^ owner);
        CRiskyAssetSwap (CRiskyAssetSwap^ copy);
        CRiskyAssetSwap (System::Type^ t);
#ifdef STRUCT
        CRiskyAssetSwap (QuantLib::RiskyAssetSwap childNative);
#endif       
#ifdef HANDLE
		CRiskyAssetSwap (QuantLib::Handle<QuantLib::RiskyAssetSwap>& childNative, Object^ owner);
		CRiskyAssetSwap (QuantLib::Handle<QuantLib::RiskyAssetSwap> childNative);
#endif
		virtual ~CRiskyAssetSwap ();
		!CRiskyAssetSwap ();

	internal:
		QuantLib::RiskyAssetSwap& GetReference ();
		boost::shared_ptr<QuantLib::RiskyAssetSwap>& GetShared ();
		QuantLib::RiskyAssetSwap* GetPointer ();
        void SetRiskyAssetSwap (boost::shared_ptr<QuantLib::RiskyAssetSwap> native)
        {
            if (_ppRiskyAssetSwap != NULL)
                delete _ppRiskyAssetSwap;
            _ppRiskyAssetSwap = new boost::shared_ptr<QuantLib::RiskyAssetSwap> (native);
            SetInstrument (boost::dynamic_pointer_cast<QuantLib::Instrument> (*_ppRiskyAssetSwap));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::RiskyAssetSwap>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double FairSpread 
        {
		    virtual Double get () ;
        }
        property Boolean FixedPayer 
        {
		    virtual Boolean get () ;
        }
        property Double FloatAnnuity 
        {
		    virtual Double get () ;
        }
        property Double Nominal 
        {
		    virtual Double get () ;
        }
        property Double Spread 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CRiskyAssetSwap_Factory : public System::MarshalByRefObject,  public IRiskyAssetSwap_Factory
	{
	public:
        virtual IRiskyAssetSwap^ Create (Boolean fixedPayer, Double nominal, Cephei::QL::Times::ISchedule^ fixedSchedule, Cephei::QL::Times::ISchedule^ floatSchedule, Cephei::QL::Times::IDayCounter^ fixedDayCounter, Cephei::QL::Times::IDayCounter^ floatDayCounter, Double spread, Double recoveryRate_, Cephei::QL::Termstructures::IYieldTermStructure^ yieldTS, Cephei::QL::Termstructures::IDefaultProbabilityTermStructure^ defaultTS, Microsoft::FSharp::Core::FSharpOption<Double>^ coupon, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Credit */}
